Whenever the white walkers come in Game of Thrones, they said that they blow horns.
They blow once for fellow rangers, twice for wildlings/foes and three times for "the others" but I don't get it, who exactly is blowing the horn?
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Whoever is 'on watch' in any situations knows the protocol for raising an alert - as you say 'once for Rangers returning, two for wildlings and three for the the others'.
At Castle Black this is presumably someone at the top of The Wall, but when they were encamped while riding north, they put someone on watch who uses the same signals. Presumably that person/people go up a local hill (if available) to get a good view.
That said, I think any 'brother' would use the same signals if they encounter someone, not just those on watch. So anyone else hearing a horn is automatically listening for the number to determine whether its a threat or not.